-79.4%
SNAP vs FLR
-4.5%
-74.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | 0.0% |
| 7D | -7.3% | +8.5% | -15.9% | -8.9% |
| 30D | -18.9% | -0.7% | -18.3% | -18.9% |
| 3M | -5.3% | -11.7% | +6.4% | -3.1% |
| 6M | -16.9% | +16.2% | -33.1% | -20.7% |
| YTD | -37.4% | +27.0% | -64.4% | -41.7% |
| 1Y | -38.5% | +10.1% | -48.6% | -40.9% |
| 3Y | -55.1% | +46.2% | -101.3% | -60.9% |
| 5Y | -90.8% | +121.4% | -212.2% | -92.7% |
| All | -79.4% | -4.5% | -74.9% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling